BANK MONTREAL QUE

Ticker: BMO CUSIP: 063671101 Class: COM

Quantitative Investment Management, LLC's Holding History (CIK: 0001445911)

Note: Option positions (PUT/CALL) are excluded.

Q4 2019

Shares 11,818 Value ($000) $915 Avg Close $57.88 Range $54.17 - $60.02

Q2 2019

Shares 10,473 Value ($000) $790 Avg Close $57.63 Range $54.38 - $59.91

Q3 2018

Shares 7,100 Value ($000) $585 Avg Close $59.01 Range $56.00 - $61.90

Q2 2018

Shares 20,900 Value ($000) $1,614 Avg Close $56.33 Range $53.63 - $58.72

Q1 2018

Shares 37,800 Value ($000) $2,856 Avg Close $56.99 Range $53.63 - $61.01

Q4 2017

Shares 19,000 Value ($000) $1,520 Avg Close $55.98 Range $53.92 - $57.83

Q3 2017

Shares 56,900 Value ($000) $4,307 Avg Close $53.08 Range $50.94 - $54.84

Q2 2017

Shares 40,900 Value ($000) $3,003 Avg Close $49.92 Range $47.19 - $52.70

Q1 2017

Shares 51,500 Value ($000) $3,851 Avg Close $52.79 Range $50.04 - $54.66

Q4 2016

Shares 89,900 Value ($000) $6,465 Avg Close $46.20 Range $43.12 - $51.32

Q1 2014

Shares 5,200 Value ($000) $348 Avg Close $40.16 Range $37.43 - $41.76

Period	Shares	Value ($000)	Average Close	Price Range
Q4 2019	11,818	$915	$57.88	$54.17 - $60.02
Q2 2019	10,473	$790	$57.63	$54.38 - $59.91
Q3 2018	7,100	$585	$59.01	$56.00 - $61.90
Q2 2018	20,900	$1,614	$56.33	$53.63 - $58.72
Q1 2018	37,800	$2,856	$56.99	$53.63 - $61.01
Q4 2017	19,000	$1,520	$55.98	$53.92 - $57.83
Q3 2017	56,900	$4,307	$53.08	$50.94 - $54.84
Q2 2017	40,900	$3,003	$49.92	$47.19 - $52.70
Q1 2017	51,500	$3,851	$52.79	$50.04 - $54.66
Q4 2016	89,900	$6,465	$46.20	$43.12 - $51.32
Q1 2014	5,200	$348	$40.16	$37.43 - $41.76